Support for High, Low, Close and Open Prices


The Price Server automatically calculates the High, Low, Open and Close prices for each contract.

Open Price

The Price Server sets the first trade of the day as the contract’s ‘Open’ price.

Close Price

At the start of the day, the Price Server forwards the previous day’s calculated Close price to the Close column in X_TRADER.

Yield to Maturity (YTM) Calculation

You can enable the Yield to Maturity calculations in X_TRADER for On-the-Run TNotes and TBond contracts (2Y, 3Y, 5Y, 7Y, 10Y, 30Y).

Once enabled, X_TRADER automatically populates and updates the Coupon Rate, Day Count (Actual/Actual), Conversion Factor(1), and Coupon Frequency (Semi Annual) fields.

The exchange does not send the Settlement Date and Maturity Date as part of the product download. Therefore, these fields default to the current business date in X_TRADER.� Users should manually update these values.